Asset Classes¶
Free and open-access data sources for financial markets, organized by asset class.
| Section | Description |
|---|---|
| Equities & Asset Pricing | Fama-French factors, replicated portfolios, SEC market structure data, and researcher datasets |
| Bonds & Fixed Income | Corporate bond factors, TRACE panels, bond-equity predictors |
| Commodities & Futures | CFTC Commitment of Traders reports, futures market positioning, ENTSO-E electricity data |
| Foreign Exchange | Central bank exchange rates (FRED, ECB, BIS), realized FX volatility (VOLARE), open-source FX APIs |
| Cryptocurrency | CoinGecko, CCXT, Binance, on-chain blockchain data |
Tip
For licensed fixed income data (Mergent FISD, TRACE, Bond Returns) and equity data (Compustat, ExecuComp), see the WRDS databases.